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Portfolio Analytics : An Introduction to Return and Risk Measurement (Hardcover) (Wolfgang Marty)

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This textbook first introduces the reader to return measurement and then goes on to compare the time-weighted rate of return (TWR) with the money-weighted rate of return (MWR). To emphasize the importance of risk in conjunction with return, different tracking errors are analyzed and ex-post versus ex-ante risk figures are compared. The author then proceeds to modern portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios. As a conclusion, the book provides the reader with all the essential aspects of investment controlling.
Genre: Business + Money Management, Mathematics
Sub-Genre: Applied, Economics / Macroeconomics, Finance
Series Title: Springer Texts in Business and Economics
Format: Hardcover
Publisher: Springer Verlag
Author: Wolfgang Marty
Language: English
Street Date: October 16, 2015
TCIN: 50602921
UPC: 9783319198118
Item Number (DPCI): 248-08-7830

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